ECBOT 30 Year Treasury Bond Future September 2007
Trading Metrics calculated at close of trading on 08-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
111-18 |
112-02 |
0-16 |
0.4% |
111-21 |
High |
111-18 |
112-02 |
0-16 |
0.4% |
112-14 |
Low |
111-18 |
112-02 |
0-16 |
0.4% |
111-18 |
Close |
112-03 |
112-02 |
-0-01 |
0.0% |
112-03 |
Range |
|
|
|
|
|
ATR |
0-16 |
0-15 |
-0-01 |
-6.7% |
0-00 |
Volume |
1 |
1 |
0 |
0.0% |
3 |
|
Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-02 |
112-02 |
112-02 |
|
R3 |
112-02 |
112-02 |
112-02 |
|
R2 |
112-02 |
112-02 |
112-02 |
|
R1 |
112-02 |
112-02 |
112-02 |
112-02 |
PP |
112-02 |
112-02 |
112-02 |
112-02 |
S1 |
112-02 |
112-02 |
112-02 |
112-02 |
S2 |
112-02 |
112-02 |
112-02 |
|
S3 |
112-02 |
112-02 |
112-02 |
|
S4 |
112-02 |
112-02 |
112-02 |
|
|
Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-21 |
114-08 |
112-18 |
|
R3 |
113-25 |
113-12 |
112-11 |
|
R2 |
112-29 |
112-29 |
112-08 |
|
R1 |
112-16 |
112-16 |
112-06 |
112-22 |
PP |
112-01 |
112-01 |
112-01 |
112-04 |
S1 |
111-20 |
111-20 |
112-00 |
111-26 |
S2 |
111-05 |
111-05 |
111-30 |
|
S3 |
110-09 |
110-24 |
111-27 |
|
S4 |
109-13 |
109-28 |
111-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-02 |
2.618 |
112-02 |
1.618 |
112-02 |
1.000 |
112-02 |
0.618 |
112-02 |
HIGH |
112-02 |
0.618 |
112-02 |
0.500 |
112-02 |
0.382 |
112-02 |
LOW |
112-02 |
0.618 |
112-02 |
1.000 |
112-02 |
1.618 |
112-02 |
2.618 |
112-02 |
4.250 |
112-02 |
|
|
Fisher Pivots for day following 08-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
112-02 |
112-01 |
PP |
112-02 |
112-01 |
S1 |
112-02 |
112-00 |
|